MATH2352 Differential Equations and Applications Tutorial Notes 3

MATH2352 Differential Equations and Applications
Tutorial Notes 3
Samsung, SUM Sung Fung
6 July, 2012
10 Reduction of Order
For Linear Homogeneous Equation ONLY!!
Suppose we know y1 (t) is one of the two linear independent solutions of the equation
y (t) + p(t)y (t) + q(t)y(t) = 0
where p(t) and q(t) are some functions in t, we can use the Reduction of Order Method to find out
another linear independent solution.
Procedures:
1. Consider the test solution y = v(t)y1 (t), then
y (t) = v (t)y1 (t) + v(t)y1 (t)
y (t) = v (t)y1 (t) + 2v (t)y1 (t) + v(t)y1 (t)
and substitute these into the differential equation to obtain
y1 v + (2y1 + py1 )v + (y1 + py1 + qy1 )v = 0
2. Since y1 is a solution to the given DE, we have y1 + py1 + qy1 = 0, so the equation of v(t) can be
reduced into
y1 v + (2y1 + py1 )v = 0
which is a first order equation for the function v .
3. Perform integration to obtain v .
4. Integrating v once more to obtain v(t), and hence getting y2 (t) = v(t)y1 (t).
5. The general solution becomes y(t) = A1 y1 (t) + A2 y2 (t).
Example:
Given y1 (t) = et , to find the general solution of the equation
(t 1)y ty + y = 0 (t > 1)
t
Let y = v(t)e and substitute this into the DE, upon simplifications we have
(t 1)v + (t 2)v = 0
Solving this equation in v yields
v = A(t 1)et
Integrate once more, we get
v(t) = Atet + B y(t) = At + Bet
Note that we can set A = 1 and B = 0 because Bet and y1 are LD. So, y2 (t) = t and the
general solution becomes
y(t) = A1 et + A2 t
1
11 Inhomogeneous Linear Equations
Given
N
X
L[y(t)] = n (t)y (n) (t) = g(t)
n=0
is a linear inhomogeneous differential equation, then the general solution of L[y] = g can be written in
the form
y(t) = Yh (t) + Yp (t)
where Yh is the general homogeneous solution satisfying L[Yh (t)] = 0 and Yp is a particular solution that
satisfies L[Yp (t)] = g(t).
Thus, in order to solve L[y] = g, we have to solve the homogeneous equation L[Yh ] = 0 and use a few
tricks to create a Yp .
12 Method of Undetermined Coefficients

One of the tricks for finding Yp is to guess the solution by investigating the function g(t), this method
is also called Method of Undetermined Coefficients.
For example, to solve the equation ay (t) + by (t) + cy(t) = g(t), we can use the following guessing rule.
g(t) Yp (t)
Pn (t) = A0 + A1 t + + An tn ts (B0 + B1 t + + Bn tn )
Pn (t)et ts (B0 + B1 t + + Bn tn )et
Pn (t)et sin t, Pn (t)et cos t ts [(B0 + B1 t + + Bn tn ) cos t + (C0 + C1 t + + Cn tn ) sin t] et
Here s is the smallest nonnegative integer (s = 0, 1, 2) that Yp does NOT contain any homogeneous
solution.
Example:
Find a particular solution to the equation y + y = 2tet .
The general homogeneous solution to the given DE is
Yh (t) = A1 cos t + A2 sin t
Consider a trial solution of the form Y = (B0 + B1 t)et , plugging Y into the given DE gives
Y + Y = (2B0 + 2B1 )et + 2B1 tet = 2tet
By comparing coefficients, we have B0 = 1 and B1 = 1, so a particular solution to the DE

is
Yp (t) = (t 1)et
2
Example:
Solve the following IVP

y (x) 2y (x) + y(x) = 24x2 ex
y(0) = 3

y (0) = 0
The general solution to the homogeneous part can be written as
Yh (x) = A1 ex + A2 xex
One may have a natural guess of the particular solution like
Y = (B1 + B2 x + B3 x2 )ex
Plugging into the LHS of the DE yields
Y 2Y + Y = 2B3 ex 6= 24x2 ex
The guess Y is NOT a good guess because the first two terms constitute the homogeneous
solution.
To obtain a valid guess, we have to multiply xn (with some n N) to the previous guess so
that there is no homogeneous part left, in this case, n = 2 should be used:
Y = (B1 x2 + B2 x3 + B3 x4 )ex
Plugging into the DE yields
Y 2Y + Y = (2B1 + 6B2 x + 12B3 x2 )ex = 24x2 ex
By comparing coefficients we get B1 = B2 = 0 and B3 = 2, and hence Yp = 2x4 ex .

So the general solution is
Yh (x) + Yp (x) = A1 ex + A2 xex + 2x4 ex
Substituting the general solution into the ICs, we get A1 = 3 and A2 = 3, so the solution
of the IVP is
y(x) = 3ex 3xex + 2x4 ex
3
13 Method of Variation of Parameters
Another useful trick for finding Yp for y (t) + p(t)y (t) + q(t)y(t) = g(t) is to guess the solution using
the Method of Variation of Parameters.
Procedures:
1. Consider the test solution y = u1 (t)y1 (t) + u2 (t)y2 (t), then
y (t) = u1 (t)y1 (t) + u2 (t)y2 (t) +u1 (t)y1 (t) + u2 (t)y2 (t)
| {z }
set to 0
We can set the sum of the first two terms to zero to simplify the procedures later on. Also, we
have
y (t) = u1 (t)y1 (t) + u2 (t)y2 (t) + u1 (t)y1 (t) + u2 (t)y2 (t)
Substitute these into the differential equation to obtain
u1 y1 + u2 y2 + u1 (y1 + py1 + qy1 ) + u2 (y2 + py2 + qy2 ) = g(t)
2. Since y1 and y2 are homogeneous solutions to the given DE, we have yi + pyi + qyi = 0 for i = 1, 2,
so the above equation can be reduced into
u1 y1 + u2 y2 = g
Combining with the equation u1 y1 + u2 y2 = 0, we have the system of equations

y1 y2 u1 0
=
y1 y2 u2 g
3. Solve the matrix equation to get u1 and u2

gy2 gy1 y y2
u1 = , u2 = , where W = 1 = y1 y2 y2 y1
W W y1 y2
4. Integrating u1 and u2 once more to obtain u1 (t) and u2 (t).

5. The general solution becomes
y(t) = A1 y1 (t) + A2 y2 (t) + u1 (t)y1 (t) + u2 (t)y2 (t)
Example:

To find a particular solution to the equation y + y = sec t for t 2 , 2 , of which the
general homogeneous solution is Yh (t) = A1 cos t + A2 sin t, denote y1 = cos t and y2 = sin t.
Suppose Y = u1 (t)y1 (t) + u2 (t)y2 (t) is a particular solution in the method of variation of
parameters, then the corresponding matrix equation for u1 and u2 is

cos t sin t u1 0
=
sin t cos t u2 sec t
which upon solving gives u1 = tan t and u2 = 1.
Integrating u1 and u2 once more gives
u1 = ln(cos t), u2 = t
where the constants were dropped as they will eventually produce homogeneous solutions.
So a particular solution to the given equation is
Yp (t) = ln(cos t) cos t + t sin t

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MATH2352 Differential Equations and Applications

12 Method of Undetermined Coefficients

Pn (t)et ts (B0 + B1 t + + Bn tn )et

Pn (t)et sin t, Pn (t)et cos t ts [(B0 + B1 t + + Bn tn ) cos t + (C0 + C1 t + + Cn tn ) sin t] et

Yh (t) = A1 cos t + A2 sin t

Y + Y = (2B0 + 2B1 )et + 2B1 tet = 2tet

By comparing coefficients, we have B0 = 1 and B1 = 1, so a particular solution to the DE

The general solution to the homogeneous part can be written as

One may have a natural guess of the particular solution like

Plugging into the LHS of the DE yields

Plugging into the DE yields

Y 2Y + Y = (2B1 + 6B2 x + 12B3 x2 )ex = 24x2 ex

By comparing coefficients we get B1 = B2 = 0 and B3 = 2, and hence Yp = 2x4 ex .

Yh (x) + Yp (x) = A1 ex + A2 xex + 2x4 ex

3. Solve the matrix equation to get u1 and u2

4. Integrating u1 and u2 once more to obtain u1 (t) and u2 (t).

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